+313.1%
A vs VT
+215.5%
+97.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -0.1% | -2.3% | +2.3% | +2.3% |
| 30D | +3.4% | -5.0% | +8.3% | +9.0% |
| 3M | +23.8% | -4.9% | +28.7% | +30.5% |
| 6M | +49.0% | -1.5% | +50.5% | +50.8% |
| YTD | +29.4% | +8.5% | +20.9% | +18.1% |
| 1Y | +19.4% | +11.4% | +8.0% | +6.0% |
| 3Y | +66.2% | +70.1% | -3.9% | -4.8% |
| 5Y | +15.8% | +53.7% | -37.9% | -26.1% |
| All | +313.1% | +215.5% | +97.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling